C++ thread-safe uniform distribution random number generation

Question

I have a loop. Inside the loop, in each iteration, I need to draw a number from U[0,1]. How can I use openmp, and also make sure that the random number generating process is not contaminated?

I got suggestion that I need a thread-safe random number generator, which may or may not be the solution to my problem.

My question is very related to another one, with a slight difference that I want to draw from a coninuum U[0,1]. Additionally, I don't know how to seed generator by thread, can someone please write a line of code?

Is there a reason you can't just use a different random number generator per thread? — Mark Ransom, Apr 17 '15 at 21:47
@MarkRansom I rephrased my question. I think what I need is thread-safe generation of random numbers. — Chen, Apr 17 '15 at 21:58
possible duplicate of [How do I generate thread-safe uniform random numbers?](http://stackoverflow.com/questions/21237905/how-do-i-generate-thread-safe-uniform-random-numbers) — MikeMB, Apr 17 '15 at 22:29
@MikeMB, Yes my question is very related to another one, with a slight difference that I want to draw from a coninuum U[0,1]. Additionally, I don't know how to seed generator by thread. — Chen, Apr 17 '15 at 22:49
To get a uniform distribution in [0, 1], you can simply modify the solution for integers. That is, generate an integer in the range `[0, large_int]`, then convert to your preferred floating type and divide by `large_int`, e.g. `double random_float = (double) random_int / large_int`. — Jeff Irwin, Apr 17 '15 at 22:57
@JeffIrwin: Why so complicated? There is already a random number generator for floating point numbers in the standard library. — MikeMB, Apr 17 '15 at 23:21

score 8 · Accepted Answer · edited May 23 '17 at 10:30

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Based on the already mentioned solution, here is a version adapted to your specific needs:

double doubleRand(double min, double max) {
    thread_local std::mt19937 generator(std::random_device{}());
    std::uniform_real_distribution<double> distribution(min, max);
    return distribution(generator);
}

edited May 23 '17 at 10:30

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answered Apr 17 '15 at 23:18

MikeMB

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score 1 · Answer 2 · edited May 23 '17 at 11:47

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There was already a topic for that in SO: How do I generate thread-safe uniform random numbers?

Basically, the solution is to use different random generator for each thread, and to seed each one with thread specific data( in this case - the thread id ).

edited May 23 '17 at 11:47

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answered Apr 17 '15 at 21:52

GeneralFailure

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I did check that one. My situation is very similar but slightly different. I would like to draw from a continuum, i.e. U[0,1]. I honestly don't know how to modify that code. – Chen Apr 17 '15 at 22:00
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Additionally, how do I seed the generator and where do I seed the generator? – Chen Apr 17 '15 at 22:07

C++ thread-safe uniform distribution random number generation

2 Answers2

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